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Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
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weak convergence of the solutions to stochastic heat equation

$W(t,x)=\sum_ic_ie_i(x)B^i_t$ is a Brownian motion in $L^2(R^d)$, where $\{e_i\}$ is the standard orthogonal basis and $\sum_ic_i^2<\infty$.

$$\partial_t u(t,x)=\Delta u(t,x)+u(t,x)\dot{W}(t,x)$$

$$u(0,x)=f(x)\in C_C(R^d)$$

If $W$ satisfies some condition, if regarding $\{u(t,\cdot)\}$ as a process in $L^2_\rho$ $(\rho>2d)$ , $(\|u\|^2_{L^2_\rho}=\int_{R^d}u^2(x)(1+|x|)^{-\rho}dx)$, I know the distribution of $\{u(t,\cdot)\}_{t\geq 0}$ is tight. Can one prove that all the limit points are the same one? (You can add some condition on $W$ and $f$. )